+26.2%
XYZ vs GGLL
+194.0%
-167.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.2% |
| 7D | +12.6% | +5.1% | +7.5% | +11.0% |
| 30D | +10.8% | -35.5% | +46.3% | +26.6% |
| 3M | +8.4% | -39.2% | +47.5% | +25.8% |
| 6M | +14.3% | -54.4% | +68.7% | +44.2% |
| YTD | +31.5% | -29.8% | +61.3% | +36.8% |
| 1Y | +28.1% | -20.4% | +48.5% | +25.1% |
| 3Y | +66.2% | +149.7% | -83.6% | -17.0% |
| All | +26.2% | +194.0% | -167.9% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GGLL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling